+55.2%
EWT vs VICR
+76.0%
-20.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.1% | +9.9% | +1.0% |
| 7D | -10.9% | -26.6% | +15.7% | -5.4% |
| 30D | -17.7% | -47.9% | +30.2% | -7.3% |
| 3M | -5.0% | -29.8% | +24.7% | -0.6% |
| 6M | +7.4% | -36.6% | +44.0% | +12.3% |
| YTD | +52.8% | +45.1% | +7.7% | +33.4% |
| 1Y | +55.2% | +80.0% | -24.8% | +27.4% |
| All | +55.2% | +76.0% | -20.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling